Newton Algorithm

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Wusheng Lu - One of the best experts on this subject based on the ideXlab platform.

Takao Hinamoto - One of the best experts on this subject based on the ideXlab platform.

Zaid Harchaoui - One of the best experts on this subject based on the ideXlab platform.

  • a generic quasi Newton Algorithm for faster gradient based optimization
    arXiv: Machine Learning, 2017
    Co-Authors: Hongzhou Lin, Julien Mairal, Zaid Harchaoui
    Abstract:

    We propose a generic approach to accelerate gradient-based optimization Algorithms with quasi-Newton principles. The proposed scheme, called QuickeNing, can be applied to incremental first-order methods such as stochastic variance-reduced gradient (SVRG) or incremental surrogate optimization (MISO). It is also compatible with composite objectives, meaning that it has the ability to provide exactly sparse solutions when the objective involves a sparsity-inducing regularization. QuickeNing relies on limited-memory BFGS rules, making it appropriate for solving high-dimensional optimization problems. Besides, it enjoys a worst-case linear convergence rate for strongly convex problems. We present experimental results where QuickeNing gives significant improvements over competing methods for solving large-scale high-dimensional machine learning problems.

  • quickening a generic quasi Newton Algorithm for faster gradient based optimization
    2016
    Co-Authors: Hongzhou Lin, Julien Mairal, Zaid Harchaoui
    Abstract:

    We propose an approach to accelerate gradient-based optimization Algorithms by giving them the ability to exploit curvature information using quasi-Newton update rules. The proposed scheme, called QuickeNing, is generic and can be applied to a large class of first-order methods such as incremental and block-coordinate Algorithms; it is also compatible with composite objectives, meaning that it has the ability to provide exactly sparse solutions when the objective involves a sparsity-inducing regularization. QuickeNing relies on limited-memory BFGS rules, making it appropriate for solving high-dimensional optimization problems; with no line-search, it is also simple to use and to implement. Besides, it enjoys a worst-case linear convergence rate for strongly convex problems. We present experimental results where QuickeNing gives significant improvements over competing methods for solving large-scale high-dimensional machine learning problems.

Qingchuan Zhang - One of the best experts on this subject based on the ideXlab platform.

  • interpolation bias for the inverse compositional gauss Newton Algorithm in digital image correlation
    Optics and Lasers in Engineering, 2018
    Co-Authors: Yong Su, Xiaohai Xu, Qingchuan Zhang, Shangquan Wu
    Abstract:

    Abstract It is believed that the classic forward additive Newton–Raphson (FA-NR) Algorithm and the recently introduced inverse compositional Gauss–Newton (IC-GN) Algorithm give rise to roughly equal interpolation bias. Questioning the correctness of this statement, this paper presents a thorough analysis of interpolation bias for the IC-GN Algorithm. A theoretical model is built to analytically characterize the dependence of interpolation bias upon speckle image, target image interpolation, and reference image gradient estimation. The interpolation biases of the FA-NR Algorithm and the IC-GN Algorithm can be significantly different, whose relative difference can exceed 80%. For the IC-GN Algorithm, the gradient estimator can strongly affect the interpolation bias; the relative difference can reach 178%. Since the mean bias errors are insensitive to image noise, the theoretical model proposed remains valid in the presence of noise. To provide more implementation details, source codes are uploaded as a supplement.

  • high efficiency and high accuracy digital image correlation for three dimensional measurement
    Optics and Lasers in Engineering, 2015
    Co-Authors: Teng Cheng, Yong Su, Xiaohai Xu, Yong Zhang, Qingchuan Zhang
    Abstract:

    Abstract The computational efficiency and measurement accuracy of the digital image correlation (DIC) have become more and more important in recent years. For the three-dimensional DIC (3D-DIC), these issues are much more serious. First, there are two cameras employed which increases the computational amount several times. Second, because of the differences in view angles, the must-do stereo correspondence between the left and right images is equivalently a non-uniform deformation, and cannot be weakened by increasing the sampling frequency of digital cameras. This work mainly focuses on the efficiency and accuracy of 3D-DIC. The inverse compositional Gauss–Newton Algorithm (IC-GN 2 ) with the second-order shape function is firstly proposed. Because it contains the second-order displacement gradient terms, the measurement accuracy for the non-uniform deformation thus can be improved significantly, which is typically one order higher than the first-order shape function combined with the IC-GN Algorithm (IC-GN 1 ), and 2 times faster than the second-order shape function combined with the forward additive Gauss–Newton Algorithm (FA-GN 2 ). Then, based on the features of the IC-GN 1 and IC-GN 2 Algorithms, a high-efficiency and high-accuracy measurement strategy for 3D-DIC is proposed in the end.

Shinichi Koike - One of the best experts on this subject based on the ideXlab platform.

  • adaptive step size biphase error Newton Algorithm
    International Symposium on Intelligent Signal Processing and Communication Systems, 2018
    Co-Authors: Shinichi Koike
    Abstract:

    This paper first derives Biphase Error Algorithm (BiPhEA) using a “biphase function” and then proposes Adaptive Step-Size Biphase Error Newton Algorithm (ABENA) for adaptive filters in the complex-number domain with a Gaussian regressor. We present a stochastic model called Contaminated Gaussian Noise (CGN) for impulsive observation noise found at the filter output. To improve the filter convergence for a correlated regressor, we combine the BiPhEA with an estimate of the inverse covariance matrix of the regressor calculated using the Newton's method. We further propose a new stable Adaptive Step-Size (ASS) control Algorithm. Performance analysis of the ABENA is developed for theoretically calculating transient and steady-state convergence behavior. Through experiments with typical examples, we demonstrate faster convergence and high robustness of the proposed ABENA against the CGN. Good agreement between simulated and theoretical convergence curves validates the analysis.

  • analysis of adaptive step size correlation phase Newton Algorithm
    International Symposium on Communications and Information Technologies, 2013
    Co-Authors: Shinichi Koike
    Abstract:

    This paper first reviews Correlation Phase Algorithm (CPhiA) for adaptive filters in the complex-number domain with colored Gaussian reference inputs. Stochastic models are presented for two types of impulse noise intruding adaptive filters: one in observation noise and another at filter input. To improve the filter convergence speed for a strongly correlated filter reference input, we combine the CPhiA with simple recurrent calculation of the inverse covariance matrix of the filter input using the Newton's method (CPhi-Newton Algorithm). We further propose a new adaptive step-size (ASS) control Algorithm to be combined with the CPhi-Newton Algorithm. We develop performance analysis of the ASS-CPhi-Newton Algorithm to derive difference equations for theoretically calculating transient and steady-state convergence behavior. Through experiment with some examples, it is demonstrated that faster convergence and high robustness are realized with the proposed ASS-CPhi-Newton Algorithm in impulsive noise environments. Good agreement between simulated and theoretical convergence validates the analysis.

  • performance analysis of adaptive step size least mean modulus Newton Algorithm
    International Symposium on Intelligent Signal Processing and Communication Systems, 2011
    Co-Authors: Shinichi Koike
    Abstract:

    This paper first reviews least mean modulus-Newton (LMM-Newton) Algorithm for complex-domain adaptive filters. The LMM-Newton Algorithm is effective in making the convergence of an adaptive filter with a highly correlated input as fast as that for the LMM Algorithm with a White & Gaussian filter input. However, the filter convergence for the LMM-Newton Algorithm is still much slower than for the LMS Algorithm. Then, the paper introduces a generalized error modulus (“p-modulus”) and proposes a new adaptive step-size (ASS) control Algorithm to be combined with the LMM-Newton Algorithm to further improve the convergence speed. Analysis of the ASS-LMM-Newton Algorithm is developed for calculating transient and steady-state behavior. Through experiment with simulations and theoretical calculations of filter convergence, we find that the filter convergence is almost the same for any value of p of “p-modulus.” We demonstrate effectiveness of the proposed ASS-LMM-Newton Algorithm, while preserving the robustness of the LMM Algorithm against impulsive observation noise. Good agreement between simulated and theoretical convergence validates the analysis.